The demonstration in Chicago and similar protests across the country were held on what's typically the IRS's tax filing deadline, April 15.

Trump is the first president in 40 years to withhold his tax returns.

Rep. Jan Schakowsky (D-Evanston) said the American people deserve to know how Trump makes his money.

"We want to know -- and we could learn this from his tax returns -- what is the relationship, financially and personally and politically -- that Donald Trump has with Russia," Schakowsky told the cheering crowd.

A portion of the president's 2005 tax return was released last month, revealing he paid about $36 million in one year. Protesters blew up inflatable chickens with Trump-esque hair and said the limited revelation is not enough.

"This is about taking power back for us," said gubernatorial candidate and State Sen. Daniel Biss (D-Evanston). Biss has revealed his last five years of tax returns, showing that he and his wife had $32,568 in adjusted gross income last year.

Trump has continued to claim that he cannot release his tax returns because he is under audit. The IRS has repeatedly said that he can release them if he feels like it.